XLF Affordable contract independent valuation XLF260914C00060000 = -0.03836248219529055
Options mispricing2026-09-06 06:09
{"occ":"XLF260914C00060000","K":60,"exp":"2026-09-14","typ":"C","sessions":5,"bid":0.04,"ask":0.05,"quote":{"ap":0.05,"as":168,"ax":"C","bp":0.04,"bs":225,"bx":"M","c":" ","t":"2026-09-04T19:59:59.397815917Z"},"feed_iv":0.1487,"greeks":{"delta":0.0786,"gamma":0.1147,"rho":0.001,"theta":-0.0122,"vega":0.0126},"blend":0.013637517804709454,"blend_net":-0.03836248219529055,"har":0.0481717290884065,"har_net":-0.003828270911593502,"low":0.003141979369682746,"low_net":-0.04885802063031726,"mid_iv":0.15731938794757144} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260925C00063000 = -0.030383261736769446
Options mispricing2026-09-06 06:09
{"occ":"XLF260925C00063000","K":63,"exp":"2026-09-25","typ":"C","sessions":14,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":108,"ax":"C","bp":0.01,"bs":107,"bx":"U","c":"A","t":"2026-09-04T19:59:59.730850011Z"},"feed_iv":0.1729,"greeks":{"delta":0.0236,"gamma":0.0243,"rho":0.0007,"theta":-0.0035,"vega":0.0074},"blend":0.001616738263230555,"blend_net":-0.030383261736769446,"har":0.014351623889862886,"har_net":-0.017648376110137115,"low":0.00010902883958799695,"low_net":-0.031890971160412,"mid_iv":0.16816441494195214} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930P00052000 = -0.0519078373134307
Options mispricing2026-09-06 06:09
{"occ":"XLF260930P00052000","K":52,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":369,"ax":"C","bp":0.01,"bs":723,"bx":"A","c":"A","t":"2026-09-04T19:59:59.70257653Z"},"feed_iv":0.2256,"greeks":{"delta":-0.0234,"gamma":0.0164,"rho":-0.0009,"theta":-0.0037,"vega":0.0082},"blend":0.00009216268656930295,"blend_net":-0.0519078373134307,"har":0.002315803747638262,"har_net":-0.04968419625236174,"low":0.0000015187448497626464,"low_net":-0.05199848125515024,"mid_iv":0.22161990675820864} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260911P00056500 = -0.03020881047921683
Options mispricing2026-09-06 06:09
{"occ":"XLF260911P00056500","K":56.5,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.02,"ask":0.04,"quote":{"ap":0.04,"as":196,"ax":"W","bp":0.02,"bs":188,"bx":"W","c":" ","t":"2026-09-04T19:59:59.903355394Z"},"feed_iv":0.1598,"greeks":{"delta":-0.0631,"gamma":0.1141,"rho":-0.0005,"theta":-0.0131,"vega":0.0084},"blend":0.011791189520783174,"blend_net":-0.03020881047921683,"har":0.041704798292850676,"har_net":-0.00029520170714932535,"low":0.002711913430654689,"low_net":-0.039288086569345314,"mid_iv":0.14810952981010495} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930P00047000 = -0.02199999999734257
Options mispricing2026-09-06 06:09
{"occ":"XLF260930P00047000","K":47,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":62,"ax":"P","bp":0.01,"bs":110,"bx":"C","c":"B","t":"2026-09-04T19:59:59.743643653Z"},"feed_iv":0.3558,"greeks":{"delta":-0.0083,"gamma":0.0043,"rho":-0.0003,"theta":-0.0024,"vega":0.0034},"blend":2.657429898977876e-12,"blend_net":-0.02199999999734257,"har":5.222125464885638e-8,"har_net":-0.021999947778745352,"low":4.736500828216972e-18,"low_net":-0.022,"mid_iv":0.3503158752745328} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260915P00054000 = -0.07198759527092242
Options mispricing2026-09-06 06:09
{"occ":"XLF260915P00054000","K":54,"exp":"2026-09-15","typ":"P","sessions":6,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":218,"ax":"C","bp":0.03,"bs":260,"bx":"C","c":"A","t":"2026-09-04T19:59:58.68402416Z"},"feed_iv":0.2838,"greeks":{"delta":-0.046,"gamma":0.0373,"rho":-0.0007,"theta":-0.0136,"vega":0.0088},"blend":0.000012404729077582308,"blend_net":-0.07198759527092242,"har":0.000545318358351643,"har_net":-0.07145468164164837,"low":9.542550677664192e-8,"low_net":-0.07199990457449323,"mid_iv":0.287987401464951} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260916C00062000 = -0.07170860172123081
Options mispricing2026-09-06 06:09
{"occ":"XLF260916C00062000","K":62,"exp":"2026-09-16","typ":"C","sessions":7,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":106,"ax":"C","bp":0.01,"bs":58,"bx":"C","c":"A","t":"2026-09-04T19:59:59.879988288Z"},"feed_iv":0.226,"greeks":{"delta":0.0454,"gamma":0.0439,"rho":0.0007,"theta":-0.0106,"vega":0.0092},"blend":0.0002913982787692074,"blend_net":-0.07170860172123081,"har":0.004218053374701158,"har_net":-0.06778194662529885,"low":0.000010152030309467427,"low_net":-0.07198984796969055,"mid_iv":0.22518482846977914} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261009C00065000 = -0.0406959492577852
Options mispricing2026-09-06 06:09
{"occ":"XLF261009C00065000","K":65,"exp":"2026-10-09","typ":"C","sessions":24,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":51,"ax":"C","bp":0.03,"bs":57,"bx":"U","c":" ","t":"2026-09-04T19:59:59.855812623Z"},"feed_iv":0.1872,"greeks":{"delta":0.0284,"gamma":0.0199,"rho":0.0015,"theta":-0.0034,"vega":0.0114},"blend":0.0013040507422148045,"blend_net":-0.0406959492577852,"har":0.013834039138855947,"har_net":-0.028165960861144056,"low":0.00006915779015614562,"low_net":-0.04193084220984386,"mid_iv":0.18370100796582053} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260925P00052000 = -0.04198039168184219
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00052000","K":52,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":186,"ax":"C","bp":0.01,"bs":202,"bx":"C","c":"A","t":"2026-09-04T19:59:58.68414082Z"},"feed_iv":0.2453,"greeks":{"delta":-0.0205,"gamma":0.0152,"rho":-0.0006,"theta":-0.0041,"vega":0.0065},"blend":0.000019608318157808644,"blend_net":-0.04198039168184219,"har":0.0008447360242137963,"har_net":-0.041155263975786206,"low":1.5505403403024874e-7,"low_net":-0.041999844945965974,"mid_iv":0.23668019721907538} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260915C00061000 = -0.03995759475436974
Options mispricing2026-09-06 06:09
{"occ":"XLF260915C00061000","K":61,"exp":"2026-09-15","typ":"C","sessions":6,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":351,"ax":"E","bp":0.01,"bs":329,"bx":"W","c":"A","t":"2026-09-04T19:59:59.643907314Z"},"feed_iv":0.1724,"greeks":{"delta":0.0398,"gamma":0.0546,"rho":0.0006,"theta":-0.0077,"vega":0.0078},"blend":0.0020424052456302633,"blend_net":-0.03995759475436974,"har":0.014294019582391293,"har_net":-0.02770598041760871,"low":0.00018959001702383016,"low_net":-0.04181040998297617,"mid_iv":0.1762255240955642} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261009P00050000 = -0.07198667870631832
Options mispricing2026-09-06 06:09
{"occ":"XLF261009P00050000","K":50,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":152,"ax":"C","bp":0.01,"bs":226,"bx":"E","c":"A","t":"2026-09-04T19:59:58.675057551Z"},"feed_iv":0.2607,"greeks":{"delta":-0.0229,"gamma":0.0119,"rho":-0.0012,"theta":-0.0036,"vega":0.0095},"blend":0.000013321293681692195,"blend_net":-0.07198667870631832,"har":0.000728062268650978,"har_net":-0.07127193773134903,"low":7.61331871200485e-8,"low_net":-0.07199992386681289,"mid_iv":0.2528424398997252} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260909C00059000 = -0.057611670200091655
Options mispricing2026-09-06 06:09
{"occ":"XLF260909C00059000","K":59,"exp":"2026-09-09","typ":"C","sessions":2,"bid":0.04,"ask":0.08,"quote":{"ap":0.08,"as":563,"ax":"W","bp":0.04,"bs":714,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674046767Z"},"feed_iv":0.1554,"greeks":{"delta":0.1439,"gamma":0.277,"rho":0.0007,"theta":-0.0317,"vega":0.0119},"blend":0.024388329799908348,"blend_net":-0.057611670200091655,"har":0.06138350001636361,"har_net":-0.02061649998363639,"low":0.008732611005030755,"low_net":-0.07326738899496925,"mid_iv":0.15875288100593543} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260915C00062000 = -0.07189725812092082
Options mispricing2026-09-06 06:09
{"occ":"XLF260915C00062000","K":62,"exp":"2026-09-15","typ":"C","sessions":6,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":47,"ax":"U","bp":0.01,"bs":11,"bx":"T","c":" ","t":"2026-09-04T19:59:59.665362765Z"},"feed_iv":0.2385,"greeks":{"delta":0.0453,"gamma":0.0438,"rho":0.0006,"theta":-0.0118,"vega":0.0087},"blend":0.0001027418790791948,"blend_net":-0.07189725812092082,"har":0.0021160337488945746,"har_net":-0.06988396625110543,"low":0.0000022186300881365173,"low_net":-0.07199778136991188,"mid_iv":0.24354013958497958} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930C00065000 = -0.061863970537943264
Options mispricing2026-09-06 06:09
{"occ":"XLF260930C00065000","K":65,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":144,"ax":"E","bp":0.03,"bs":36,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674870435Z"},"feed_iv":0.2307,"greeks":{"delta":0.0339,"gamma":0.0219,"rho":0.0013,"theta":-0.0056,"vega":0.0112},"blend":0.00013602946205673594,"blend_net":-0.061863970537943264,"har":0.0030853409732805037,"har_net":-0.058914659026719496,"low":0.0000025765125464004062,"low_net":-0.0619974234874536,"mid_iv":0.2289610106829053} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260910C00059500 = -0.05925907514943146
Options mispricing2026-09-06 06:09
{"occ":"XLF260910C00059500","K":59.5,"exp":"2026-09-10","typ":"C","sessions":3,"bid":0.04,"ask":0.07,"quote":{"ap":0.07,"as":112,"ax":"D","bp":0.04,"bs":249,"bx":"W","c":"A","t":"2026-09-04T19:59:59.166008591Z"},"feed_iv":0.1783,"greeks":{"delta":0.1066,"gamma":0.1695,"rho":0.0007,"theta":-0.0255,"vega":0.0112},"blend":0.012740924850568547,"blend_net":-0.05925907514943146,"har":0.042249927386794006,"har_net":-0.029750072613206002,"low":0.0031890004510396475,"low_net":-0.06881099954896036,"mid_iv":0.17152953442533822} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260918C00061000 = -0.07187493570434238
Options mispricing2026-09-06 06:09
{"occ":"XLF260918C00061000","K":61,"exp":"2026-09-18","typ":"C","sessions":9,"bid":0.02,"ask":0.08,"quote":{"ap":0.08,"as":285,"ax":"C","bp":0.02,"bs":432,"bx":"D","c":"A","t":"2026-09-04T19:59:59.136648187Z"},"feed_iv":0.1708,"greeks":{"delta":0.0645,"gamma":0.07,"rho":0.0012,"theta":-0.0098,"vega":0.0133},"blend":0.010125064295657626,"blend_net":-0.07187493570434238,"har":0.043721923545374075,"har_net":-0.03827807645462593,"low":0.0017895773342277432,"low_net":-0.08021042266577226,"mid_iv":0.16464048940894668} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930C00068000 = -0.0519997851786306
Options mispricing2026-09-06 06:09
{"occ":"XLF260930C00068000","K":68,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":11,"ax":"T","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700600516Z"},"feed_iv":0.3006,"greeks":{"delta":0.0244,"gamma":0.0128,"rho":0.0009,"theta":-0.0055,"vega":0.0085},"blend":2.148213694029547e-7,"blend_net":-0.0519997851786306,"har":0.000055894481500172975,"har_net":-0.05194410551849983,"low":1.4523167403235382e-10,"low_net":-0.05199999985476833,"mid_iv":0.297865373410867} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260908C00059000 = -0.01782787117744198
Options mispricing2026-09-06 06:09
{"occ":"XLF260908C00059000","K":59,"exp":"2026-09-08","typ":"C","sessions":1,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":117,"ax":"D","bp":0.01,"bs":173,"bx":"W","c":"A","t":"2026-09-04T19:59:59.379646717Z"},"feed_iv":0.1323,"greeks":{"delta":0.0612,"gamma":0.2127,"rho":0.0002,"theta":-0.0176,"vega":0.0052},"blend":0.004172128822558019,"blend_net":-0.01782787117744198,"har":0.016684015085242976,"har_net":-0.005315984914757025,"low":0.0008162851405332794,"low_net":-0.02118371485946672,"mid_iv":0.15622124280184116} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260925P00045000 = -0.052000000000000005
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00045000","K":45,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":54,"ax":"U","bp":0.01,"bs":26,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700553842Z"},"feed_iv":0.5148,"greeks":{"delta":-0.0122,"gamma":0.0046,"rho":-0.0004,"theta":-0.0056,"vega":0.0042},"blend":6.436518492188409e-20,"blend_net":-0.052000000000000005,"har":1.263956204515999e-12,"har_net":-0.05199999999873605,"low":8.549387006229472e-30,"low_net":-0.052000000000000005,"mid_iv":0.49762242014249713} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260909P00056500 = -0.05097928330834346
Options mispricing2026-09-06 06:09
{"occ":"XLF260909P00056500","K":56.5,"exp":"2026-09-09","typ":"P","sessions":2,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":377,"ax":"W","bp":0.03,"bs":611,"bx":"W","c":"A","t":"2026-09-04T19:59:58.683913813Z"},"feed_iv":0.2193,"greeks":{"delta":-0.0764,"gamma":0.1243,"rho":-0.0004,"theta":-0.0272,"vega":0.0076},"blend":0.0010207166916565424,"blend_net":-0.05097928330834346,"har":0.007416117706458669,"har_net":-0.044583882293541335,"low":0.00009010942161812724,"low_net":-0.05190989057838188,"mid_iv":0.22264007900007768} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260918C00061500 = -0.02828958027923814
Options mispricing2026-09-06 06:09
{"occ":"XLF260918C00061500","K":61.5,"exp":"2026-09-18","typ":"C","sessions":9,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":580,"ax":"A","bp":0.01,"bs":281,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.405217689Z"},"feed_iv":0.1625,"greeks":{"delta":0.0304,"gamma":0.0402,"rho":0.0006,"theta":-0.0051,"vega":0.0073},"blend":0.0037104197207618594,"blend_net":-0.02828958027923814,"har":0.02265295285773794,"har_net":-0.009347047142262059,"low":0.0004135510230143663,"low_net":-0.031586448976985634,"mid_iv":0.1565402558695957} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261009P00046000 = -0.04199999992367998
Options mispricing2026-09-06 06:09
{"occ":"XLF261009P00046000","K":46,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":59,"ax":"S","bp":0.03,"bs":65,"bx":"S","c":" ","t":"2026-09-04T19:59:59.799142277Z"},"feed_iv":0.3713,"greeks":{"delta":-0.0147,"gamma":0.0057,"rho":-0.0008,"theta":-0.0036,"vega":0.0065},"blend":7.632002163290011e-11,"blend_net":-0.04199999992367998,"har":4.280057000819368e-7,"har_net":-0.04199957199429992,"low":7.624385371640333e-16,"low_net":-0.04199999999999924,"mid_iv":0.36061876694565964} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930C00066000 = -0.06198117498146862
Options mispricing2026-09-06 06:09
{"occ":"XLF260930C00066000","K":66,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":217,"ax":"E","bp":0.03,"bs":48,"bx":"P","c":"A","t":"2026-09-04T19:59:58.674853882Z"},"feed_iv":0.2567,"greeks":{"delta":0.031,"gamma":0.0183,"rho":0.0012,"theta":-0.0057,"vega":0.0104},"blend":0.00001882501853137748,"blend_net":-0.06198117498146862,"har":0.0008927244447839155,"har_net":-0.061107275555216084,"low":1.305845696555403e-7,"low_net":-0.06199986941543034,"mid_iv":0.2545763899311559} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260925P00050000 = -0.03199997602931468
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00050000","K":50,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":107,"ax":"U","bp":0.01,"bs":124,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00288063Z"},"feed_iv":0.307,"greeks":{"delta":-0.0137,"gamma":0.0086,"rho":-0.0004,"theta":-0.0037,"vega":0.0046},"blend":2.397068531781901e-8,"blend_net":-0.03199997602931468,"har":0.000013165571157243991,"har_net":-0.03198683442884275,"low":5.818587296879029e-12,"low_net":-0.03199999999418141,"mid_iv":0.2964080144498774} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260911C00059500 = -0.055869365122441714
Options mispricing2026-09-06 06:09
{"occ":"XLF260911C00059500","K":59.5,"exp":"2026-09-11","typ":"C","sessions":4,"bid":0.06,"ask":0.08,"quote":{"ap":0.08,"as":528,"ax":"W","bp":0.06,"bs":500,"bx":"W","c":"A","t":"2026-09-04T19:59:58.657327084Z"},"feed_iv":0.1704,"greeks":{"delta":0.1232,"gamma":0.1759,"rho":0.001,"theta":-0.0243,"vega":0.0139},"blend":0.02613063487755829,"blend_net":-0.055869365122441714,"har":0.07191411074821996,"har_net":-0.01008588925178004,"low":0.008337928900423286,"low_net":-0.07366207109957672,"mid_iv":0.15865106609706425} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16